Pricing Catastrophe Insurance Futures Call Spreads: A Randomized Operational Time Approach
Journal of Risk and Insurance
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Main Authors: | Chang, C.W., Chang, J.S.K., Yu, M.-T. |
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Other Authors: | FINANCE & ACCOUNTING |
Format: | Article |
Published: |
2013
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Online Access: | http://scholarbank.nus.edu.sg/handle/10635/45246 |
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Institution: | National University of Singapore |
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